Elective List | Graduate School of Social Science

Course Name Optimal Control 556

Semester Güz

Course Type Compulsory

Theory 3

Credit 3

ECTS 7

Course Description

Definition of optimization. Calculus of extrema and parameter optimization. Lagrange multipliers. Performance measures. Dynamic programing. Variational calculus and Pontragin's minimum principle. Dynamic optimization in control systems for different terminal conditions. Hamilton Jacobi-Bellman equation.The matrix Riccati equation. Optimization of discrete control systems. Numerical solution methods in optimal control problem